Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47448.95 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46050.96 Kr¶

PnL: ---------------------------------------> -837.61 Kr¶

DD now: ---------------------------------> -2.428 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 17:25:15.875473'

Anic Portfolio¶

Today¶

Return: 0.294 %¶

This Week¶

Return: -0.968 %¶

Total¶

Return: 55.336 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.880000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 -1.470000 779.200000 106.200000 15.780000 673.000000
Nordea Bank Abp 29 0.820000 3511.900000 57.900000 1.680000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.620000 407.800000 52.800000 14.870000 355.000000
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
SAAB B 8 -0.740000 3417.600000 40.600000 1.200000 3377.000000
Corem Property Group B 59 2.760000 615.370000 38.370000 6.650000 576.999999
Resurs Holding 22 2.630000 609.400000 35.400000 6.170000 573.999998
Swedbank A 3 2.470000 590.100000 26.100000 4.630000 564.000000
AcadeMedia 12 0.120000 579.360000 22.360000 4.010000 557.000004
OEM International B 7 0.510000 548.800000 20.800000 3.940000 527.999997
Intrum 4 0.510000 547.600000 20.600000 3.910000 527.000000
Securitas B 6 2.040000 587.880000 17.880000 3.140000 570.000000
Boozt 12 -0.220000 1668.000000 14.000000 0.850000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.160000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 -0.060000 553.600000 10.600000 1.950000 543.000000
Karnov Group 9 1.170000 546.300000 10.300000 1.920000 536.000004
Samhällsbyggnadsbo. i Norden D 12 3.790000 256.080000 10.080000 4.100000 246.000000
Coor Service Management Hold. 8 0.900000 540.400000 8.400000 1.580000 532.000000
Creaspac SPAC 6 0.100000 581.400000 4.400000 0.760000 577.000002
Handelsbanken A 5 -0.050000 539.750000 -6.250000 -1.140000 546.000000
Midsona B 63 0.440000 570.780000 -12.220000 -2.100000 582.999984
International Petroleum Corp. 5 4.350000 576.000000 -18.570000 -3.120000 594.565215
CTEK 13 -3.970000 509.600000 -24.400000 -4.570000 533.999999
Essity B 2 -2.990000 532.800000 -41.200000 -7.180000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -2.730000 1068.000000 -81.000000 -7.050000 1149.000000
Sampo Oyj SDB 7 0.190000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.930000 2776.800000 -194.200000 -6.540000 2971.000006
OX2 18 1.840000 1444.500000 -219.500000 -13.190000 1663.999992
Axfood 13 -0.070000 3465.800000 -290.200000 -7.730000 3756.000001
Ovzon 52 -0.750000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 46050.960000 -837.610000 -2.42842% 46888.564618

Updated:¶

'2023-01-27 17:25:29.275986'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶